OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
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OrderAcknowledgement.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
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9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
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12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19
20#pragma once
21
22#include <vector>
23
28
29
30namespace OnixS {
31namespace CboeCFE {
32namespace Trading {
33namespace BOE {
34
36 struct ONIXS_CBOE_CFE_BOE_API OrderAcknowledgement : public BinaryMessage
37 {
40 {
41 return ordinary<DateTime>(0);
42 }
43
46 {
47 return fixedStr<20>(8);
48 }
49
52 {
53 return ordinary<Binary8>(28);
54 }
55
57 StrRef side() const
58 {
59 return fixedStr<1>(36);
60 }
61
64 {
65 return ordinary<BinaryPrice>(37);
66 }
67
70 {
71 return enumeration<OrdType>(45);
72 }
73
76 {
77 return enumeration<TimeInForce>(46);
78 }
79
82 {
83 return ordinary<Binary4>(47);
84 }
85
87 StrRef symbol() const
88 {
89 return fixedStr<8>(51);
90 }
91
94 {
95 return enumeration<Capacity>(59);
96 }
97
100 {
101 return fixedStr<16>(60);
102 }
103
106 {
107 return fixedStr<4>(76);
108 }
109
112 {
113 return fixedStr<4>(80);
114 }
115
118 {
119 return ordinary<Binary4>(84);
120 }
121
124 {
125 return fixedStr<3>(88);
126 }
127
130 {
131 return ordinary<Date>(91);
132 }
133
136 {
137 return enumeration<OpenClose>(95);
138 }
139
142 {
143 return ordinary<Binary4>(96);
144 }
145
151
154 {
155 return ordinary<DateTime>(101);
156 }
157
163
166 {
167 return ordinary<BinaryPrice>(110);
168 }
169
172 {
173 return ordinary<Binary4>(118);
174 }
175
178 {
179 return enumeration<CtiCode>(122);
180 }
181
187
189 StrRef oEOID() const
190 {
191 return fixedStr<18>(124);
192 }
193
196 {
197 return ordinary<Binary4>(142);
198 }
199
202 {
203 return fixedStr<6>(146);
204 }
205
211
214 {
215 return ordinary<DateTime>(153);
216 }
217
219 OrderAcknowledgement(const void* data, MessageSize size)
220 : BinaryMessage(data, size)
221 {
222 }
223 };
224
226 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const OrderAcknowledgement&);
227
229 inline std::string toStr(const OrderAcknowledgement& msg)
230 {
231 std::string str;
232 toStr(str, msg);
233 return str;
234 }
235
236}
237}
238}
239}
BinaryMessage()
Initializes blank instance referencing to nothing.
Provides efficient way of accessing text-based field values.
Definition String.h:46
FixedPointDecimal< Int64, IntegralConstant< Int8, -4 > > BinaryPrice
Binary Price.
Definition Defines.h:184
Binary2 MessageSize
Aliases message length type.
void toStr(std::string &str, const FixedPointDecimal< Mantissa, Exponent > &number)
Serializes fixed-point decimal into a string.
Definition Decimal.h:156
Order Acknowledgement messages are sent in response to a New Order message.
TimeInForce::Enum timeInForce() const
Echoed back from the TPH message.
Binary4 leavesQty() const
Quantity still open for further execution. If zero, the order is complete.
Binary8 orderId() const
Order identifier supplied by CFE.
OrderAcknowledgement(const void *data, MessageSize size)
Initializes instance over given memory block.
StrRef clearingAccount() const
Echoed back from the TPH message.
Binary4 minQty() const
Echoed back from the TPH message.
CustOrderHandlingInst::Enum custOrderHandlingInst() const
Echoed back from the TPH message.
StrRef clOrdId() const
Echoed back from the TPH message.
Capacity::Enum capacity() const
Echoed back from the TPH message.
StrRef account() const
Echoed back from the TPH message.
StrRef oEOID() const
Echoed back from the TPH message.
BaseLiquidityIndicator::Enum baseLiquidityIndicator() const
Indicates whether the trade added or removed liquidity.
DateTime transactionTime() const
The time the event occurred in the CFE Matching Engine (not the time the message was sent).
Binary4 cumQty() const
Echoed back from the TPH message.
OpenClose::Enum openClose() const
Echoed back from the TPH message.
BinaryPrice stopPx() const
Echoed back from the TPH message.
BinaryPrice price() const
Echoed back from the TPH message.
OrdType::Enum ordType() const
Echoed back from the TPH message.
StrRef frequentTraderId() const
Echoed back from the TPH message.
ManualOrderIndicator::Enum manualOrderIndicator() const
Echoed back from the TPH message.
Date maturityDate() const
Echoed back from the TPH message.
CtiCode::Enum ctiCode() const
Echoed back from the TPH message.
StrRef preventMatch() const
Echoed back from the TPH message.
DateTime requestReceivedTime() const
The earliest timestamp, populated with nanosecond precision, recorded by CFE of the corresponding inb...
StrRef side() const
Echoed back from the TPH message.
DateTime expireTime() const
Echoed back from the TPH message.
Binary4 orderQty() const
Echoed back from the TPH message.
StrRef clearingFirm() const
Echoed back from the TPH message.
SubLiquidityIndicator::Enum subLiquidityIndicator() const
Additional information about the liquidity of an order.
Binary4 cMTANumber() const
Echoed back from the TPH message.
StrRef symbol() const
Echoed back from the TPH message.